I put my damp maybe 1/2 dry hair in one loose braid and it got so wavy. I don't recall this happening with my virgin hair. At least there is no frizz or puff though unlike sleeping on wet hair.
I had the same experience when my hair was bleach-damaged. It would remain all wavy even after drying a bit messy during the day. But there was frizz for me too. I don't really know why though, so probably not much help.
I have the opposite. When my hair is bleached it doesn't hold styles, or natural curl, as well.
Your hair retains the shape its in when it dries. So since your hair was partially wet, it took the waves of the braid
My hair also doesn't curl or hold shape as much when bleached. It's the only thing I don't like about bleaching.